Advanced line sampling for efficient robust reliability analysis

Marco de Angelis, Edoardo Patelli, Michael Beer

Research output: Contribution to journalArticlepeer-review

101 Citations (Scopus)


A numerical strategy for the efficient estimation of set-valued failure probabilities, coupling Monte Carlo with optimization methods, is presented in this paper. The notion of uncertainty is generalized to include both aleatory and epistemic uncertainties, allowing to capture gaps of knowledge and scarcity of data. The proposed formulation of the generalized uncertainty model allows for sets of probability distribution functions, also known as credal sets, and sets of bounded variables. The developed Advanced Line Sampling method is combined with the generalized uncertainty model, in order to both speed up the reli- ability analysis, and provide a better estimate for the lower and upper bounds of the failure probability. The proposed strategy knocks down the computational barrier of computing interval failure probabilities, and reduces the cost of a robust reliability analysis by many orders of magnitude. The efficiency and applicability of the developed method is demonstrated via numerical examples. The solution strategy is integrated into the open-source software for uncertainty quantification and risk analysis OPEN COSSAN , allowing its application on large-scale engineering problems as well as broadening its spectrum of applications.
Original languageEnglish
Pages (from-to)170-182
Number of pages13
JournalStructural Safety
Issue numberPart B
Early online date15 Nov 2014
Publication statusPublished - 31 Jan 2015


  • failure probability
  • Monte Carlo
  • line sampling
  • credal sets
  • generalized uncertainty models
  • aleatory and epistemic uncertainty

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